LODHA
Macrotech Developers Ltd
Historical option data for LODHA
21 Sep 2025 04:14 PM IST
| LODHA 30SEP2025 1320 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.10
Vega: 0.37
Theta: -0.62
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
| 21 Sept | 1216.10 | 3.4 | 0.25 | 34.43 | 317 | -37 | 227 | |||||||||
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| 14 Sept | 1168.30 | 3.8 | 0.15 | 37.77 | 379 | 65 | 234 | |||||||||
For Macrotech Developers Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 CE is 0.10
Historical price for 1320 CE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 3.4, which was 0.25 higher than the previous day. The implied volatity was 34.43, the open interest changed by -37 which decreased total open position to 227
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 3.8, which was 0.15 higher than the previous day. The implied volatity was 37.77, the open interest changed by 65 which increased total open position to 234
| LODHA 30SEP2025 1320 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: 0.00
Vega: 0.00
Theta: 0.00
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Sept | 1216.10 | 112.95 | -0.05 | 0.00 | 0 | 0 | 0 |
| 14 Sept | 1168.30 | 138.4 | 0 | 0.00 | 0 | 0 | 0 |
For Macrotech Developers Ltd - strike price 1320 expiring on 30SEP2025
Delta for 1320 PE is 0.00
Historical price for 1320 PE is as follows
On 21 Sept LODHA was trading at 1216.10. The strike last trading price was 112.95, which was -0.05 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 14 Sept LODHA was trading at 1168.30. The strike last trading price was 138.4, which was 0 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
